Anic Portfolio Holdings¶
| volume | changePercent | value | profit | profitPercent | acquiredValue | |
|---|---|---|---|---|---|---|
| name | ||||||
| Beijer Electronics Group | 26 | -2.570000 | 3156.400000 | 185.400000 | 6.240000 | 2971.000006 |
| HEBA B | 70 | -1.630000 | 2751.000000 | 115.000000 | 4.360000 | 2636.000010 |
| Corem Property Group B | 59 | 1.520000 | 667.880000 | 90.880000 | 15.750000 | 576.999999 |
| Samhällsbyggnadsbo. i Norden B | 20 | 1.930000 | 433.600000 | 78.600000 | 22.140000 | 355.000000 |
| HMS Networks | 2 | -0.450000 | 712.400000 | 39.400000 | 5.850000 | 673.000000 |
| Norva24 Group | 16 | -2.830000 | 559.680000 | 16.680000 | 3.070000 | 543.000000 |
| Samhällsbyggnadsbo. i Norden D | 12 | 2.630000 | 262.320000 | 16.320000 | 6.630000 | 246.000000 |
| OEM International B | 7 | -1.020000 | 543.200000 | 15.200000 | 2.880000 | 527.999997 |
| Coor Service Management Hold. | 8 | 0.370000 | 546.400000 | 14.400000 | 2.710000 | 532.000000 |
| Resurs Holding | 22 | 0.680000 | 587.620000 | 13.620000 | 2.370000 | 573.999998 |
| Midsona B | 63 | -1.670000 | 594.720000 | 11.720000 | 2.010000 | 582.999984 |
| Intrum | 4 | 0.110000 | 536.600000 | 9.600000 | 1.820000 | 527.000000 |
| MedCap | 2 | -0.230000 | 429.000000 | 8.000000 | 1.900000 | 421.000000 |
| Eastnine | 4 | -2.670000 | 496.000000 | 5.000000 | 1.020000 | 491.000000 |
| Creaspac SPAC | 6 | 0.620000 | 580.800000 | 3.800000 | 0.660000 | 577.000002 |
| Handelsbanken A | 5 | -1.300000 | 549.750000 | 3.750000 | 0.690000 | 546.000000 |
| AcadeMedia | 12 | 0.780000 | 559.200000 | 2.200000 | 0.390000 | 557.000004 |
| Karnov Group | 9 | 1.020000 | 536.400000 | 0.400000 | 0.070000 | 536.000004 |
| Fastighetsbolag. Emilshus Pref | 21 | -3.610000 | 560.700000 | -1.300000 | -0.230000 | 562.000005 |
| Essity B | 2 | -1.450000 | 571.600000 | -2.400000 | -0.420000 | 574.000000 |
| Securitas B | 6 | -0.130000 | 566.280000 | -3.720000 | -0.650000 | 570.000000 |
| Swedbank A | 3 | -1.760000 | 560.100000 | -3.900000 | -0.690000 | 564.000000 |
| Nordea Bank Abp | 29 | -1.250000 | 3447.520000 | -6.480000 | -0.190000 | 3453.999992 |
| Essity A | 4 | -0.700000 | 1142.000000 | -7.000000 | -0.610000 | 1149.000000 |
| CTEK | 13 | 0.330000 | 514.800000 | -19.200000 | -3.600000 | 533.999999 |
| FM Mattsson Mora Group B | 50 | -0.170000 | 2895.000000 | -32.000000 | -1.090000 | 2927.000000 |
| Vivesto | 1368 | 1.380000 | 561.150000 | -51.850000 | -8.460000 | 612.999432 |
| Boozt | 12 | -2.500000 | 1590.000000 | -64.000000 | -3.870000 | 1653.999996 |
| International Petroleum Corp. | 5 | 2.150000 | 523.500000 | -71.070000 | -11.950000 | 594.565215 |
| SAAB B | 8 | -0.480000 | 3284.000000 | -93.000000 | -2.750000 | 3377.000000 |
| Sampo Oyj SDB | 7 | -0.930000 | 3741.500000 | -108.500000 | -2.820000 | 3850.000000 |
| OX2 | 18 | 0.230000 | 1548.000000 | -116.000000 | -6.970000 | 1663.999992 |
| Axfood | 13 | 0.510000 | 3597.100000 | -158.900000 | -4.230000 | 3756.000001 |
| Fasadgruppen Group | 35 | 0.980000 | 3591.000000 | -220.000000 | -5.770000 | 3810.999990 |
| Ovzon | 52 | 1.370000 | 3068.000000 | -294.000000 | -8.740000 | 3361.999992 |
| TOTAL | 46265.220000 | -623.350000 | -1.99429% | 46888.564618 |
Updated:¶
'2023-01-13 12:08:18.598099'
None
Last optimization/rebalancing:¶
'2022-12-04'
Next optimization/rebalancing:¶
'2023-01-13'
In or Out of market? In if Signal > -10, else out of market!¶
--------------------------------------------------------------------------- IndexError Traceback (most recent call last) ~\AppData\Local\Temp/ipykernel_14732/2152392845.py in <module> 8 in_out = KER.mean(axis = 1).tail(150) ----> 9 if in_out.index[-1].date() < dt.today().date()-delta(days=1): 10 ~\Anaconda3\envs\AnicTrading\lib\site-packages\pandas\core\indexes\base.py in __getitem__(self, key) 4603 key = com.cast_scalar_indexer(key, warn_float=True) -> 4604 return getitem(key) 4605 IndexError: index -1 is out of bounds for axis 0 with size 0 During handling of the above exception, another exception occurred: IndexError Traceback (most recent call last) ~\AppData\Local\Temp/ipykernel_14732/2152392845.py in <module> 39 list(px.line(df, x='Date', y='limit').select_traces()) 40 ) ---> 41 fig['data'][1]['line']['color']='rgb(250, 50, 50)' 42 fig['data'][0]['line']['width']=5 43 fig.show() IndexError: tuple index out of range
AVAN-Live vs backtest and OMXSE30 2023¶
Walk forward test results - depending on starting day¶
Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶
